A momentum-oriented, inverse-volatility weighted multi-asset strategy mixing leveraged equity bets, crypto proxies, and Treasuries; it uses many rules to pick assets and shifts weight toward safer assets when signals weaken.

What it tries to do in plain terms: - It builds a diversified mix of assets, including leveraged stock bets, crypto proxies, and cash-like safety assets. - It looks at a lot of signals for each asset (momentum, trend, and relative strength) and uses a long chain of rules to decide which asset to own at any moment. - If market signals look strong for a risky asset, that asset earns a place in the portfolio; if signals look weak, the system moves you toward safer cash-like assets (short-term Treasuries). - Weights aren’t fixed every month; they shift based on how volatile each asset has been recently. The less volatile an asset is, the larger its weight (within a small cap), and the higher-volume, higher-volatility assets get smaller slices. - It uses a mix of common signals (RSI, moving averages, price vs. moving averages) and risk checks (drawdowns, recent performance) to decide. The entire framework is constructed as a sequence of “if this condition is true, pick this asset; else pick that asset” decisions, with BIL often serving as the default fallback when conditions aren’t favorable. - Overall, the strategy seeks to capture upside in momentum-driven bets (including some levered and crypto-linked exposures) while preserving capital by leaning into safer assets when signals deteriorate. It does not rely on a single indicator; instead, it uses many together to try to confirm a strong signal before allocating.

Out-of-sample edge: higher risk-adjusted returns and downside protection. OOS Sharpe 1.35 vs SPY 0.92; annualized return 21.36% vs 16.34%; max drawdown 9.63% vs 18.76%; Calmar 2.22. A diversified momentum-based mix with built-in risk controls.